+118.3%
CIFR vs LCID
-90.9%
+209.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.4% | +0.5% |
| 7D | -0.7% | +20.0% | -20.7% | -8.0% |
| 30D | -49.6% | -5.0% | -44.6% | -49.1% |
| 3M | -60.4% | -48.9% | -11.5% | -49.7% |
| 6M | -66.9% | -43.2% | -23.6% | -62.2% |
| YTD | -53.9% | -65.9% | +12.1% | -35.6% |
| 1Y | -67.1% | -79.2% | +12.1% | -43.9% |
| 3Y | +118.3% | -90.4% | +208.7% | +314.9% |
| All | +118.3% | -90.9% | +209.2% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling